Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 141522.9888 | 99878.4491 | 41644.5396 | 163321.646 | 140632.4556 | 22689.1903 |
Total P&L (%) | 141.523 | 99.8784 | 41.6445 | 163.3216 | 140.6325 | 22.6892 |
Avg Daily Profit (%) | 0.5434 | 0.3835 | 0.1599 | 0.3725 | 0.3378 | 0.0786 |
Buy And Hold Return (%) | 20.1451 | 20.1451 | 20.1451 | 20.1451 | 20.1451 | 20.1451 |
Max Trade Drawdown | -37532 | -29091 | -41483 | -96503 | -48282 | -77009 |
Profit Factor | 1.691 | 2.0642 | 1.3753 | 1.375 | 1.7459 | 1.0919 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Losing Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Profitability (%) | 44.0367 | 45.4545 | 42.5926 | 44.0367 | 45.4545 | 42.5926 |
Ratio Avg Win / Avg Loss | 2.149 | 2.4771 | 1.8537 | 1.7474 | 2.0951 | 1.4717 |
Largest Winning Trade | 64335 | 64335 | 24264 | 73870 | 73870 | 41926 |
Largest Losing Trade | -22042 | -10211 | -22042 | -26977 | -19108 | -26977 |
Avg Bars in Trades | 223 | 216 | 231 | 223 | 216 | 231 |
Avg Bars in Winners | 347 | 344 | 351 | 347 | 344 | 351 |
Avg Bars in Losers | 126 | 109 | 142 | 126 | 109 | 142 |
Bars Traded | 24400 | 11904 | 12496 | 24400 | 11904 | 12496 |
Profit Streak | 10.0926 | 25.6134 | 0 | 10.0926 | 25.6134 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395888 | -169971 | -181838 | 287469 | -169619 | -518351 |
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{ "first_band": { "type": "dema", "factors": { "length": 123, "offset": 235 } }, "second_band": { "type": "swma", "factors": { "length": 49, "offset": 0 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 141522.9887674341, 99878.4491373887, 41644.5396300453, 163321.645984202, 140632.4556356475, 22689.1903485544 ], [ 141.522989, 99.878449, 41.64454, 163.321646, 140.632456, 22.68919 ], [ 0.543441, 0.383528, 0.159913, 0.372478, 0.337755, 0.078552 ], [ 20.145113, 20.145113, 20.145113, 20.145113, 20.145113, 20.145113 ], [ -37532, -29091, -41483, -96503, -48282, -77009 ], [ 1.690995, 2.064242, 1.375308, 1.375032, 1.745911, 1.091878 ], [ 109, 55, 54, 109, 55, 54 ], [ 48, 25, 23, 48, 25, 23 ], [ 61, 30, 31, 61, 30, 31 ], [ 44.036697, 45.454545, 42.592593, 44.036697, 45.454545, 42.592593 ], [ 2.148973, 2.477091, 1.853675, 1.747436, 2.095093, 1.471661 ], [ 64335, 64335, 24264, 73870, 73870, 41926 ], [ -22042, -10211, -22042, -26977, -19108, -26977 ], [ 223, 216, 231, 223, 216, 231 ], [ 347, 344, 351, 347, 344, 351 ], [ 126, 109, 142, 126, 109, 142 ], [ 24400, 11904, 12496, 24400, 11904, 12496 ], [ 10.092599, 25.613432, 0, 10.092599, 25.613432, 0 ], [ 1, 4, 0, 1, 4, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 395888, -169971, -181838, 287469, -169619, -518351 ] ] }
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{ "first_band": { "type": "dema", "factors": { "length": 123, "offset": 235 } }, "second_band": { "type": "swma", "factors": { "length": 49, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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